-54.2%
APTV vs VICR
+178.2%
-232.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.8% | +3.0% |
| 7D | -1.8% | -0.4% | -1.4% | -1.8% |
| 30D | -7.9% | -15.6% | +7.6% | -6.3% |
| 3M | -29.9% | -35.4% | +5.5% | -27.1% |
| 6M | -36.6% | +1.3% | -37.9% | -39.5% |
| YTD | -40.0% | +62.5% | -102.4% | -47.3% |
| 1Y | -44.0% | +255.5% | -299.5% | -57.3% |
| All | -54.2% | +178.2% | -232.5% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VICR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling